-32.9%
DOCS vs EXE
-23.9%
-9.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.5% |
| 7D | +2.6% | +5.3% | -2.8% | +3.1% |
| 30D | +11.4% | -2.2% | +13.6% | +11.1% |
| 3M | +25.4% | -5.9% | +31.3% | +24.7% |
| 6M | +42.5% | -5.7% | +48.3% | +42.3% |
| YTD | -24.7% | -17.8% | -6.9% | -24.3% |
| 1Y | -32.9% | -23.1% | -9.8% | -30.9% |
| All | -32.9% | -23.9% | -9.0% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling